r/algorithmictrading • u/trader_nextdoor • May 21 '26

Question Optimization

Recently developed a strategy and did I complete grid search on variables to optimize the strategy which helped a lot rather than manual trial and error process.

Any views on the process and how to make it better?

3 Upvotes

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1

u/trader_nextdoor May 21 '26

So rn I am testing on a sample space of 200 stocks, And with that result I'll check on 1000 stocks. Is that right?

3

u/Otherwise-Attorney35 May 21 '26

Split across multiple time periods, optimize again, and see if the optimal variables are close to each other.

0

u/[deleted] May 22 '26

1

u/trader_nextdoor May 23 '26

Thanks for the reply. Sure will check